-24.4%
MOS vs BIDU
-25.8%
+1.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.4% |
| 7D | +21.6% | +7.2% | +14.4% | +20.2% |
| 30D | +12.0% | -4.0% | +16.0% | +12.7% |
| 3M | -3.9% | -25.1% | +21.2% | +0.7% |
| 6M | -3.3% | -41.8% | +38.4% | +5.6% |
| YTD | -4.6% | -37.3% | +32.7% | +1.8% |
| 1Y | -7.0% | -35.6% | +28.6% | -1.4% |
| 3Y | -24.4% | -24.5% | 0.0% | -25.5% |
| All | -24.4% | -25.8% | +1.4% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling